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Generating random variates from a bicompositional Dirichlet distribution

Publiceringsår: 2012
Språk: Engelska
Sidor: 797-805
Publikation/Tidskrift/Serie: Journal of Statistical Computation and Simulation
Volym: 82
Nummer: 6
Dokumenttyp: Artikel
Förlag: Taylor & Francis


A composition is a vector of positive components summing to a constant. The sample space of a composition is the simplex and the sample space of two compositions, a bicomposition, is a Cartesian product of two simplices. We present a way of generating random variates from a bicompositional Dirichlet distribution defined on the Cartesian product of two simplices using the rejection method. We derive a general solution for finding a dominating density function and a rejection constant, and also compare this solution to using a uniform dominating density function. Finally some examples of generated bicompositional random variates, with varying
number of components, are presented.



  • Mathematics and Statistics
  • Bicompositional Dirichlet distribution
  • Composition
  • Dirichlet distribution
  • Random variate generation
  • Rejection method
  • Simplex


  • ISSN: 0094-9655

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